+90.3%
RIO vs ALK
-31.3%
+121.7%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.1% |
| 7D | -0.9% | -1.2% | +0.2% | -0.7% |
| 30D | -9.1% | +7.7% | -16.8% | -10.6% |
| 3M | -13.7% | -19.0% | +5.3% | -10.4% |
| 6M | -24.3% | -0.2% | -24.1% | -25.3% |
| YTD | +8.9% | -23.5% | +32.4% | +12.4% |
| 1Y | +22.7% | -9.1% | +31.8% | +22.2% |
| 3Y | +51.2% | +12.0% | +39.2% | +34.9% |
| All | +90.3% | -31.3% | +121.7% | +88.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ALK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling